Penalized quantile regression for dynamic panel data
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- scientific article; zbMATH DE number 6907900
Cites work
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- Regression Quantiles
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Cited in
(29)- Quantile regression for longitudinal data
- Linear quantile regression models for longitudinal experiments: an overview
- Quantile regression modeling of latent trajectory features with longitudinal data
- Uniform inference in high-dimensional dynamic panel data models with approximately sparse fixed effects
- Modelling and estimation of nonlinear quantile regression with clustered data
- Alternative fixed-effects panel model using weighted asymmetric least squares regression
- Quantile regression for nonlinear mixed effects models: a likelihood based perspective
- Generalized \(\ell_1\)-penalized quantile regression with linear constraints
- A weighted average limited information maximum likelihood estimator
- What do mean impacts miss? Distributional effects of corporate diversification
- Bayesian analysis of quantile regression for censored dynamic panel data
- Penalized quantile regression for spatial panel data with fixed effects
- Linear quantile mixed models
- Quantile Methods for Stochastic Frontier Analysis
- Sieve instrumental variable quantile regression estimation of functional coefficient models
- scientific article; zbMATH DE number 6907900 (Why is no real title available?)
- Quantile regression for dynamic panel data with fixed effects
- Robust penalized quantile regression estimation for panel data
- Two-step estimation of quantile panel data models with interactive fixed effects
- Quantile-regression-based clustering for panel data
- Oracle inequalities, variable selection and uniform inference in high-dimensional correlated random effects panel data models
- Bayesian analysis of dynamic panel data by penalized quantile regression
- Bayesian endogeneity bias modeling
- A Hausman-Taylor instrumental variable approach to the penalized estimation of quantile panel models
- POST-SELECTION INFERENCE IN THREE-DIMENSIONAL PANEL DATA
- High-dimensional latent panel quantile regression with an application to asset pricing
- Adaptive penalty quantile regression for panel data
- Two-stage quantile regression for dynamic panel data models with fixed effects: Monte Carlo simulation study
- scientific article; zbMATH DE number 6960815 (Why is no real title available?)
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